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Confirmation Dialogue on Page Unload

http://tinyurl.com/bw2y3sr
This is my site and I have created a confirmation popup on window load
but I want it to make it so when visitor close the tab or close the browser
a confirmation popup comes and when visitor clicks on "OK" button it should go to another page but when that page loads this confirmation loads again this is the another issue. I am using javascript code in "header.php". Any one can help me in this ?